| No arbitrage SVI C Martini, A Mingone SIAM Journal on Financial Mathematics 13 (1), 227-261, 2022 | 22 | 2022 |
| Explicit no arbitrage domain for sub-SVIs via reparametrization C Martini, A Mingone arXiv preprint arXiv:2106.02418, 2021 | 6 | 2021 |
| No arbitrage global parametrization for the eSSVI volatility surface A Mingone Quantitative Finance, 1-13, 2022 | 5 | 2022 |
| Smiles in delta A Mingone Quantitative Finance 23 (12), 1713-1728, 2023 | 3 | 2023 |
| Advanced implied volatility modeling for risk management and central clearing A Mingone Institut Polytechnique de Paris, 2023 | | 2023 |
| Refined analysis of the no-butterfly-arbitrage domain for SSVI slices C Martini, A Mingone Journal of Computational Finance 27 (2), 2023 | | 2023 |
| Options are also options on options: how to smile with Black-Scholes C Martini, A Mingone arXiv preprint arXiv:2308.04130, 2023 | | 2023 |
| Options Are Also Options on Options: How to Smile With Black-Scholes A Mingone, C Martini Available at SSRN 4534756, 2023 | | 2023 |
| A closed form model-free approximation for the Initial Margin of option portfolios C Martini, A Mingone arXiv preprint arXiv:2306.16346, 2023 | | 2023 |
| A Closed Form Model-Free Approximation for the Initial Margin of Option Portfolios A Mingone, C Martini Available at SSRN 4488025, 2023 | | 2023 |
| Explicit No Arbitrage Domain for Sub-SVIs via Reparametrization A Mingone, C Martini Available at SSRN 3860011, 2021 | | 2021 |
